Junior QuantitativeResearcher (HFT/London/hybrid) We are looking for a QuantitativeResearcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
Junior QuantitativeResearcher (HFT/London/hybrid) We are looking for a QuantitativeResearcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
Junior QuantitativeResearcher (HFT/London/hybrid) We are looking for a QuantitativeResearcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
london (city of london), south east england, united kingdom
Durlston Partners
Junior QuantitativeResearcher (HFT/London/hybrid) We are looking for a QuantitativeResearcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
Junior QuantitativeResearcher (HFT/London/hybrid) We are looking for a QuantitativeResearcher with strong modelling and coding skills (Python). You will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products … spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python and C++. Qualifications : Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Required Skills : Advanced Python coding skills. More ❯
Title: Senior QuantitativeResearcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior QuantitativeResearcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯
Title: Senior QuantitativeResearcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior QuantitativeResearcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯
Title: Senior QuantitativeResearcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior QuantitativeResearcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯
london (city of london), south east england, united kingdom
Alexander Chapman
Title: Senior QuantitativeResearcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior QuantitativeResearcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯
Title: Senior QuantitativeResearcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior QuantitativeResearcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯
QuantitativeResearcher £150,000 GBP + £100,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for their clients. They have deep expertise in … analysis and compute farms. With offices around the globe, they emphasize true, global collaboration by aligning their investment, technology, and operations teams functionally around the world. Building on their quantitative research platform and process-driven approach, they also run discretionary strategies to augment their systematic approach and monetize opportunities which may not be suitable to be traded in a … Identify and evaluate new datasets for stock return predictions Maintain and improve the portfolio trading in the production environment Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics Demonstrated proficiency in Python Strong command of foundations of applied statistics, linear algebra, and time series models More ❯
Junior QuantitativeResearcher £120,000 GBP + £70,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client has an extensive and impressive track record of successfully running Quant trading strategies for over a decade, they spun out as a hedge fund and now operate globally. They are a highly interdisciplinary firm, operating … of the various exchanges and asset classes. Pre market - checking that all required data and processes are ready. During market - sporadically monitoring behaviour and performance of strategies. Ideal Candidate: Quantitative background - including Master/PhD's in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. Programming proficiency with at least one major More ❯
QuantitativeResearcher/Trader £150,000 GBP 120,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for their clients. With offices around the … performance over time ? You would lead the full strategy research cycle from signal generation to implementation Your present skillset ? Min 4 years of relevant experience ? Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering ? Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus ? Capacity to multi-task in a More ❯
Senior Quantitative Macro Researcher Wanted! Do Not Miss This Opportunity📈 Client is a leading global multi-strategy hedge fund. They are hiring for a talented Quant to join a new team in London. Requirements: ✅Advanced degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Applied Mathematics, Statistics) from a high ranking University ✅Experience/internship … at a buy-side firm ✅Python proficiency ✅Machine learning experience is preferred ✅Experience developing FX or Futures strategies. ✅Ability to work in a fast-paced quantitative environment ✉️To discuss this opportunity in more detail please reach out to Niamh Corr (niamh@paragonalpha.com). We look forward to hearing from you More ❯
Senior Quantitative Macro Researcher Wanted! Do Not Miss This Opportunity📈 Client is a leading global multi-strategy hedge fund. They are hiring for a talented Quant to join a new team in London. Requirements: ✅Advanced degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Applied Mathematics, Statistics) from a high ranking University ✅Experience/internship … at a buy-side firm ✅Python proficiency ✅Machine learning experience is preferred ✅Experience developing FX or Futures strategies. ✅Ability to work in a fast-paced quantitative environment ✉️To discuss this opportunity in more detail please reach out to Niamh Corr (niamh@paragonalpha.com). We look forward to hearing from you More ❯
Senior Quantitative Macro Researcher Wanted! Do Not Miss This Opportunity📈 Client is a leading global multi-strategy hedge fund. They are hiring for a talented Quant to join a new team in London. Requirements: ✅Advanced degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Applied Mathematics, Statistics) from a high ranking University ✅Experience/internship … at a buy-side firm ✅Python proficiency ✅Machine learning experience is preferred ✅Experience developing FX or Futures strategies. ✅Ability to work in a fast-paced quantitative environment ✉️To discuss this opportunity in more detail please reach out to Niamh Corr (niamh@paragonalpha.com). We look forward to hearing from you More ❯
A leading investment team in The UAE is seeking a highly skilled QuantitativeResearcher to play a key role in advancing systematic research and decision-making systems. This position blends traditional portfolio research with cutting-edge AI applications, offering the opportunity to shape and deliver production-grade solutions that directly impact investment evaluation and analytics. The successful … Systematic Research & Investment Support: Conduct research to design and enhance systems that identify and evaluate opportunities across external managers and systematic strategies relevant to fund-of-funds portfolios. Apply quantitative and fundamental techniques to assess performance drivers, risk decomposition, factor/style exposures, and persistence. Develop and maintain models for investment decision-making, including manager screening, portfolio construction, monitoring More ❯
A leading investment team in The UAE is seeking a highly skilled QuantitativeResearcher to play a key role in advancing systematic research and decision-making systems. This position blends traditional portfolio research with cutting-edge AI applications, offering the opportunity to shape and deliver production-grade solutions that directly impact investment evaluation and analytics. The successful … Systematic Research & Investment Support: Conduct research to design and enhance systems that identify and evaluate opportunities across external managers and systematic strategies relevant to fund-of-funds portfolios. Apply quantitative and fundamental techniques to assess performance drivers, risk decomposition, factor/style exposures, and persistence. Develop and maintain models for investment decision-making, including manager screening, portfolio construction, monitoring More ❯
A leading investment team in The UAE is seeking a highly skilled QuantitativeResearcher to play a key role in advancing systematic research and decision-making systems. This position blends traditional portfolio research with cutting-edge AI applications, offering the opportunity to shape and deliver production-grade solutions that directly impact investment evaluation and analytics. The successful … Systematic Research & Investment Support: Conduct research to design and enhance systems that identify and evaluate opportunities across external managers and systematic strategies relevant to fund-of-funds portfolios. Apply quantitative and fundamental techniques to assess performance drivers, risk decomposition, factor/style exposures, and persistence. Develop and maintain models for investment decision-making, including manager screening, portfolio construction, monitoring More ❯
A leading investment team in The UAE is seeking a highly skilled QuantitativeResearcher to play a key role in advancing systematic research and decision-making systems. This position blends traditional portfolio research with cutting-edge AI applications, offering the opportunity to shape and deliver production-grade solutions that directly impact investment evaluation and analytics. The successful … Systematic Research & Investment Support: Conduct research to design and enhance systems that identify and evaluate opportunities across external managers and systematic strategies relevant to fund-of-funds portfolios. Apply quantitative and fundamental techniques to assess performance drivers, risk decomposition, factor/style exposures, and persistence. Develop and maintain models for investment decision-making, including manager screening, portfolio construction, monitoring More ❯
london (city of london), south east england, united kingdom
Durlston Partners
A leading investment team in The UAE is seeking a highly skilled QuantitativeResearcher to play a key role in advancing systematic research and decision-making systems. This position blends traditional portfolio research with cutting-edge AI applications, offering the opportunity to shape and deliver production-grade solutions that directly impact investment evaluation and analytics. The successful … Systematic Research & Investment Support: Conduct research to design and enhance systems that identify and evaluate opportunities across external managers and systematic strategies relevant to fund-of-funds portfolios. Apply quantitative and fundamental techniques to assess performance drivers, risk decomposition, factor/style exposures, and persistence. Develop and maintain models for investment decision-making, including manager screening, portfolio construction, monitoring More ❯
My client is a leading Quantitative hedge fund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background … in alpha research. Responsibilities Conduct original quantitative alpha signal research Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis and the management of production code Evaluate new datasets for alpha potential Follow, digest, analyze and improve upon the latest academic research Desirable Candidates 2+ years of … research experience in Equities. Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline. Programming in any of the following: Python, C++, or R. Demonstrated ability to learn and apply new methodologies to alpha generation. Ability to work both independently and collaboratively within a team. More ❯
My client is a leading Quantitative hedge fund, which deploys systematic trading strategies across multiple liquid asset classes, including equities & futures. The core of their effort is research into a wide range of market anomalies, fuelled by their unparalleled access to a wide range of publicly available data sources. They are seeking a researcher with a background … in alpha research. Responsibilities Conduct original quantitative alpha signal research Manage all aspects of the research process, including data analysis, alpha signal discovery, backtesting, trading, idea generation, alpha signal/portfolio analysis and the management of production code Evaluate new datasets for alpha potential Follow, digest, analyze and improve upon the latest academic research Desirable Candidates 2+ years of … research experience in Equities. Ph.D. or M.S. in finance, accounting, economics, mathematics, statistics, physics, computer science, operations research, or another quantitative discipline. Programming in any of the following: Python, C++, or R. Demonstrated ability to learn and apply new methodologies to alpha generation. Ability to work both independently and collaboratively within a team. More ❯
structures of the various exchanges and asset classes. Pre market – checking that all required data and processes are ready. During market – sporadically monitoring behaviour and performance of strategies. Qualifications Quantitative background - including Master/PhD’s in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. Required Skills Programming proficiency with at least More ❯
structures of the various exchanges and asset classes. Pre market – checking that all required data and processes are ready. During market – sporadically monitoring behaviour and performance of strategies. Qualifications Quantitative background - including Master/PhD’s in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. Required Skills Programming proficiency with at least More ❯
